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Self-normalized processes are of common occurrence in probabilistic and statistical studies. A prototypical example is Student's t-statistic introduce...Savoir plus
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Mass transportation problems concern the optimal transfer of masses from one location to another. This second of two volumes will be the definite refe...Savoir plus
The first edition of this single volume on the theory of probability has become a highly-praised standard reference for many areas of probability theo...Savoir plus
Stochastic differential equations play an increasingly important role in modeling the dynamics of a large variety of systems in the natural sciences, ...Savoir plus
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Mass transportation problems concern the optimal transfer of masses from one location to another. This first of two volumes will be the definitive ref...Savoir plus
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This volume offers comprehensive coverage of modern techniques used for solving problems in infinite dimensional stochastic differential equations. It...Savoir plus
Fractional Brownian motion (fBm) has been widely used to model a number of phenomena in diverse fields from biology to finance. This huge range of pot...Savoir plus
This monograph presents important recent results in the areas of pure and applied probability. The authors are recognized experts in this area.Savoir plus
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This book presents basic properties of self-similar processes, focusing on the study of their variation using stochastic analysis, and also surveys re...Savoir plus
Limit theorems for stochastic processes are an important part of probability theory and mathematical statistics and one model that has attracted the a...Savoir plus
This book explores the main concepts of quasi-stationary distributions (QSDs) for killed processes. The authors offer numerous examples, and provide a...Savoir plus
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